Zacharias Psaradakis
Finance · 2001–2006
A researcher in the Science corpus: 6 papers; trusts 15 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it; #2,673 of 10,518 by trust here, #3,760 by citations
- Statistics and Probability — 11 citations into it; #3,799 of 12,932 by trust here, #5,857 by citations
- Economics and Econometrics — 8 citations into it; #3,853 of 23,481 by trust here, #10,872 by citations
Whom Zacharias Psaradakis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jorma Rissanen
- Hirotugu Akaike
- Donald W. K. Andrews
- Jing Zhang
- B. Hansen
- George Kapetanios
- Clive W. J. Granger
- Arup Bose
- Robert A. Stine
- Paolo Zaffaroni
Who trusts Zacharias Psaradakis overall
- Efstathios Paparoditis
- Shiu‐Sheng Chen
- Dimitris Nicolas Politis
- Julien Chevallier
- Massimo Guidolin
- Matthew Brigida
- Fabio Spagnolo
- Franz C. Palm
- Pierre Guérin
- C. Katrakilidis
Papers from Zacharias Psaradakis's perspective
Ordered by how strongly the researchers Zacharias Psaradakis trusts endorse each paper. Same corpus, a different order for every researcher.
- Information Theory and an Extension of the Maximum Likelihood Principle
- Estimating the Dimension of a Model
- Modeling By Shortest Data Description*
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
- Autocovariance Structure of Markov Regime Switching Models and Model Selection
- Edgeworth correction by bootstrap in autoregressions
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
Their papers
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (2006) — 71 citations
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (2001) — 53 citations
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS (2002) — 176 citations
- On the Autocorrelation Properties of Long‐Memory GARCH Processes (2004) — 51 citations
- On Markov error‐correction models, with an application to stock prices and dividends (2004) — 201 citations
- Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (2003) — 47 citations